Our next speaker is
Radu Craiu (University of Toronto), who will talk about "Bayesian Computation Strategies for Big Data and Intractable Models" on Thursday,
October 20, 2.30pm Uk time (Zoom link and password are reported below)
Abstract: Bayesian computation is in double jeopardy due to massive data volumes that make the usual MCMC samplers too computationally expensive and/or models with intractable likelihoods. Even under such adverse conditions, Bayesian data analysis
can still be conducted using divide and conquer strategies and/or approximate methods such as Approximate Bayesian Computation (ABC) or Bayesian Synthetic Likelihood (BSL). We discuss some recent work that addresses these challenges, including perturbed
MCMC samplers that are used within the ABC and BSL paradigms to significantly accelerate computation while maintaining control on computational efficiency.
Zoom link to join:
Password: 776005
We are looking forward to seeing you next Thursday,
best wishes,
Massimiliano on the behalf of the One World ABC Organisers
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Dr. Massimiliano Tamborrino
Assistant Professor
Department of Statistics